Category Archives: Data

One of the most interesting things about markets is that they are not an homogeneous ecology – those who lack experience in trading or investing tend to speak about equity markets as if every segment is exactly the same as every other segment. It is obvious that the market is split into segments based upon…

I have been spending some more time playing with the data set below which I looked at last week within the context of long term returns for the All Ordinaries. One of the issues that is difficult for traders to come to grips with is the lumpiness of returns that are generated by trading systems.…

Every now and again I get sent a magic trading system complete with equity curve, generally these are some sort of magic system someone is flogging that promises massive returns and never has a drawdown. They are the sort of quit your job with $10,000 and intra-day trade FX and make $10,000 per week. If…

Virtu Financial—one of the world’s largest computerized trading firms—made money every trading day last quarter. The problem is that it made less of it than in the past, as volatility in the financial markets has dried up in recent months. Big price swings are good for high-frequency trading strategies, as machines can swoop in and take advantage…

Commodities form an important part of my trading universe, in fact as a I par back my universe of instruments they form a more and more integral part of what I do. This pivotal role occurs for a few reasons ranging from ease of trading, price discovery and familiarity. The first trade I ever did…

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